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STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS - MaRDI portal

STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303)

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STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
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    title
    STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (English)
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    author
    Nicola Bruti-Liberati
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    Eckhard Platen
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    publication date
    11 December 2008
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    Mathematics Subject Classification ID
    60H35
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    65C20
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    60H10
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    65C30
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    zbMATH DE Number
    5382052
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    OpenAlex ID
    W2079982921
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